Trading Metrics calculated at close of trading on 11-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
12,677 |
12,598 |
-79 |
-0.6% |
12,515 |
High |
12,720 |
12,598 |
-122 |
-1.0% |
12,720 |
Low |
12,510 |
12,414 |
-96 |
-0.8% |
12,476 |
Close |
12,615 |
12,489 |
-126 |
-1.0% |
12,615 |
Range |
210 |
184 |
-26 |
-12.4% |
244 |
ATR |
157 |
160 |
3 |
2.0% |
0 |
Volume |
122,904 |
126,772 |
3,868 |
3.1% |
433,193 |
|
Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,052 |
12,955 |
12,590 |
|
R3 |
12,868 |
12,771 |
12,540 |
|
R2 |
12,684 |
12,684 |
12,523 |
|
R1 |
12,587 |
12,587 |
12,506 |
12,544 |
PP |
12,500 |
12,500 |
12,500 |
12,479 |
S1 |
12,403 |
12,403 |
12,472 |
12,360 |
S2 |
12,316 |
12,316 |
12,455 |
|
S3 |
12,132 |
12,219 |
12,439 |
|
S4 |
11,948 |
12,035 |
12,388 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,336 |
13,219 |
12,749 |
|
R3 |
13,092 |
12,975 |
12,682 |
|
R2 |
12,848 |
12,848 |
12,660 |
|
R1 |
12,731 |
12,731 |
12,637 |
12,790 |
PP |
12,604 |
12,604 |
12,604 |
12,633 |
S1 |
12,487 |
12,487 |
12,593 |
12,546 |
S2 |
12,360 |
12,360 |
12,570 |
|
S3 |
12,116 |
12,243 |
12,548 |
|
S4 |
11,872 |
11,999 |
12,481 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,720 |
12,414 |
306 |
2.5% |
142 |
1.1% |
25% |
False |
True |
111,993 |
10 |
12,720 |
11,818 |
902 |
7.2% |
160 |
1.3% |
74% |
False |
False |
112,357 |
20 |
12,720 |
11,767 |
953 |
7.6% |
164 |
1.3% |
76% |
False |
False |
122,627 |
40 |
12,720 |
11,767 |
953 |
7.6% |
154 |
1.2% |
76% |
False |
False |
64,956 |
60 |
12,803 |
11,767 |
1,036 |
8.3% |
151 |
1.2% |
70% |
False |
False |
43,333 |
80 |
12,803 |
11,414 |
1,389 |
11.1% |
140 |
1.1% |
77% |
False |
False |
32,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,380 |
2.618 |
13,080 |
1.618 |
12,896 |
1.000 |
12,782 |
0.618 |
12,712 |
HIGH |
12,598 |
0.618 |
12,528 |
0.500 |
12,506 |
0.382 |
12,484 |
LOW |
12,414 |
0.618 |
12,300 |
1.000 |
12,230 |
1.618 |
12,116 |
2.618 |
11,932 |
4.250 |
11,632 |
|
|
Fisher Pivots for day following 11-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
12,506 |
12,567 |
PP |
12,500 |
12,541 |
S1 |
12,495 |
12,515 |
|